20250911-光大期货-股指期货日度数据跟踪_4页_447kb

Summary of Stock Index Futures Daily Tracking (2025-09-11)

On September 10, 2025, major Chinese stock indices showed mostly positive gains. The Shanghai Composite increased by 0.13% to 3812.22 points, with total trading volume reaching 8,211.14 billion yuan. The Shenzhen Component Index rose by 0.38% to 12,557.68 points, with higher trading activity at 11,570.09 billion yuan.

Sector contributions were significant: for instance, the CSI 1000 was pulled up by technology-oriented sectors like computer and communication industries but was dragged down by basic chemicals and electric equipment sectors. Overall, electronic-related sectors appeared strongly supporting.

For index futures, the basis values indicated negative roll-over costs across most contracts. For example, IF had a -9.15 basis for the near-month, suggesting carry benefits, while IM market backwardation was severe with large negative values, indicating higher costs for holding positions to expiry.

The data reflects stable market conditions with slight volatility, emphasizing electronic technology's influence on indices and forward or backwardation implications for hedging strategies.